Anic Equity

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Total return since start: 0.56 %

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Equity now: -----------------------------> 47655.66 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46261.98 Kr

PnL: ---------------------------------------> -626.59 Kr

DD now: ---------------------------------> -2.003 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-26 09:07:13.309851'

Anic Portfolio

This Week

Return: -0.419 %

Total

Return: 56.197 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
HEBA B	70	-0.130000	2786.000000	150.000000	5.690000	2636.000010
HMS Networks	2	17.990000	816.000000	143.000000	21.250000	673.000000
Beijer Electronics Group	26	-1.490000	3094.000000	123.000000	4.140000	2971.000006
FM Mattsson Mora Group B	50	0.000000	3010.000000	83.000000	2.840000	2927.000000
Samhällsbyggnadsbo. i Norden B	20	0.840000	395.300000	40.300000	11.350000	355.000000
MedCap	2	0.000000	461.000000	40.000000	9.500000	421.000000
Corem Property Group B	59	-0.380000	614.780000	37.780000	6.550000	576.999999
Resurs Holding	22	0.580000	605.440000	31.440000	5.480000	573.999998
SAAB B	8	0.000000	3408.000000	31.000000	0.920000	3377.000000
AcadeMedia	12	0.120000	586.320000	29.320000	5.260000	557.000004
Intrum	4	4.870000	556.000000	29.000000	5.500000	527.000000
Nordea Bank Abp	29	0.180000	3475.360000	21.360000	0.620000	3453.999992
Swedbank A	3	-0.210000	578.550000	14.550000	2.580000	564.000000
Fastighetsbolag. Emilshus Pref	21	0.000000	575.400000	13.400000	2.380000	562.000005
Securitas B	6	0.640000	582.480000	12.480000	2.190000	570.000000
Eastnine	4	0.000000	502.400000	11.400000	2.320000	491.000000
Boozt	12	-0.220000	1664.400000	10.400000	0.630000	1653.999996
OEM International B	7	-0.390000	535.500000	7.500000	1.420000	527.999997
Karnov Group	9	0.000000	540.900000	4.900000	0.910000	536.000004
Norva24 Group	16	0.000000	546.240000	3.240000	0.600000	543.000000
Samhällsbyggnadsbo. i Norden D	12	0.580000	249.120000	3.120000	1.270000	246.000000
Coor Service Management Hold.	8	-0.220000	534.000000	2.000000	0.380000	532.000000
Creaspac SPAC	6	0.210000	578.400000	1.400000	0.240000	577.000002
Essity B	2	2.540000	573.400000	-0.600000	-0.100000	574.000000
Essity A	4	2.500000	1146.000000	-3.000000	-0.260000	1149.000000
CTEK	13	0.070000	529.490000	-4.510000	-0.840000	533.999999
Handelsbanken A	5	0.000000	539.750000	-6.250000	-1.140000	546.000000
Midsona B	63	-0.110000	560.700000	-22.300000	-3.830000	582.999984
International Petroleum Corp.	5	0.450000	555.000000	-39.570000	-6.660000	594.565215
Vivesto	1368	4.560000	557.870000	-55.130000	-8.990000	612.999432
Sampo Oyj SDB	7	-0.920000	3780.000000	-70.000000	-1.820000	3850.000000
Fasadgruppen Group	35	0.390000	3647.000000	-164.000000	-4.300000	3810.999990
OX2	18	0.060000	1404.000000	-260.000000	-15.630000	1663.999992
Axfood	13	-2.730000	3478.800000	-277.200000	-7.380000	3756.000001
Ovzon	52	3.200000	2849.600000	-512.400000	-15.240000	3361.999992
TOTAL			46317.200000	-571.370000	-1.88713%	46888.564618

Updated:

'2023-01-26 09:06:19.247357'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.